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Date/Time: Sun, 19 May 2024 02:18:48 +0000

Post From: Diagonal footprint/Volume imbalance & diagonal Delta

[2014-03-03 12:48:51] Link To Thread - Link To Post [Go To First Post]
User41689 - Posts: 8
It doesn't compare bid and ask size diagonally, but on the same price level, which doesn't make sense. I have used the Dominant Side auction to colour background and text, but I can't see how it does a comparison diagonally, it looks horizontal.